Algorithm 847: Spinterp: piecewise multilinear hierarchical sparse grid interpolation in MATLAB

Andreas Klimke, Barbara Wohlmuth

Code and Data Abstract

To recover or approximate smooth multivariate functions, sparse grids are superior to full grids due to a significant reduction of the required support nodes. The order of the convergence rate in the maximum norm is preserved up to a logarithmic factor. We describe three possible piecewise multilinear hierarchical interpolation schemes in detail and conduct a numerical comparison. Furthermore, we document the features of our sparse grid interpolation software package spinterp for MATLAB.

Article

Paper Abstract

To recover or approximate smooth multivariate functions, sparse grids are superior to full grids due to a significant reduction of the required support nodes. The order of the convergence rate in the maximum norm is preserved up to a logarithmic factor. We describe three possible piecewise multilinear hierarchical interpolation schemes in detail and conduct a numerical comparison. Furthermore, we document the features of our sparse grid interpolation software package spinterp for MATLAB.

Andreas Klimke, Barbara Wohlmuth , et al. " Algorithm 847: Spinterp: piecewise multilinear hierarchical sparse grid interpolation in MATLAB." Journal ACM Transactions on Mathematical Software (TOMS).     doi:10.1145/1114268.1114275. Retrieved 10/23/2018 from researchcompendia.org/compendia/2013.10/

Compendium Type: Published Papers
Primary Research Field: Computer and Information Sciences
Secondary Research Field: Mathematics
Content License: Public Domain Mark
Code License: MIT License

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jenn.seiler@gmail.com

created 12/12/2013

modified 01/16/2014

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